+4,921.3%
SOXL vs PH
+820.2%
+4,101.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.0% |
| 7D | +3.9% | -1.3% | +5.2% | +6.6% |
| 30D | -14.3% | -11.0% | -3.3% | +6.5% |
| 3M | -45.6% | +5.5% | -51.1% | -49.8% |
| 6M | +117.2% | +1.5% | +115.7% | +120.8% |
| YTD | +189.8% | +8.8% | +181.1% | +163.6% |
| 1Y | +317.7% | +24.5% | +293.3% | +192.4% |
| 3Y | +478.6% | +141.2% | +337.5% | +61.7% |
| 5Y | +169.5% | +256.3% | -86.8% | -49.7% |
| All | +4,921.3% | +820.2% | +4,101.1% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling